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~isPartOf:"Annals of economics and finance"
~isPartOf:"Finance a úvěr"
~language:"eng"
~person:"Bahri, Dhikra"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Li, Yong"
~person:"Stiglitz, Joseph E."
~subject:"Aktienmarkt"
~subject:"Price Limits"
~subject:"Stochastic volatility models"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Aktienmarkt
Price Limits
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Bahri, Dhikra
Fabozzi, Frank J.
Lee, Chien-chiang
Li, Yong
Stiglitz, Joseph E.
Živkov, Dejan
5
Baumöhl, Eduard
3
Gurgul, Henryk
3
Lyócsa, Štefan
3
Fičura, Milan
2
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1
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Annals of economics and finance
Finance a úvěr
Economic modelling
7
Computational economics
6
International review of financial analysis
6
Applied economics
5
The journal of portfolio management : a publication of Institutional Investor
5
Energy economics
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Finance research letters
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The journal of portfolio management : JPM
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Applied economics letters
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Emerging markets, finance and trade : EMFT
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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Global finance journal
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International journal of theoretical and applied finance : IJTAF
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International review of economics & finance : IREF
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Journal of Asian economics
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Journal of economics & business
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Journal of forecasting
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Journal of international money and finance
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Journal of mathematical finance
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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Romanian journal of economic forecasting
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
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1
Stock markets reaction to COVID-19 : evidence from time-varying cointegration, leveraged bootstrap causality and event analysis
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin
; …
- In:
Finance a úvěr
72
(
2022
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10013474448
Saved in:
2
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
3
Is standard deviation a good measure of volatility? : the case of African markets with price limits
Errais, Eymen
;
Bahri, Dhikra
- In:
Annals of economics and finance
17
(
2016
)
1
,
pp. 147-167
Persistent link: https://www.econbiz.de/10011539105
Saved in:
4
Modeling volatility for the Chinese equity markets
Fabozzi, Frank J.
;
Tunaru, Radu
;
Wu, Tony
- In:
Annals of economics and finance
5
(
2004
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10002155277
Saved in:
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